INOXWIND
Inox Wind Limited
Historical option data for INOXWIND
21 Sep 2025 04:15 PM IST
| INOXWIND 30SEP2025 155 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.10
Theta: -0.13
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 151.34 | 1.55 | 0.5 | 24.73 | 2,802 | 206 | 843 | |||||||||
| 14 Sept | 148.92 | 2 | 0.1 | 31.11 | 319 | -9 | 470 | |||||||||
| 17 Aug | 137.03 | 2.5 | -11.6 | 37.76 | 9 | 1 | 0 | |||||||||
For Inox Wind Limited - strike price 155 expiring on 30SEP2025
Delta for 155 CE is 0.36
Historical price for 155 CE is as follows
On 21 Sept INOXWIND was trading at 151.34. The strike last trading price was 1.55, which was 0.5 higher than the previous day. The implied volatity was 24.73, the open interest changed by 206 which increased total open position to 843
On 14 Sept INOXWIND was trading at 148.92. The strike last trading price was 2, which was 0.1 higher than the previous day. The implied volatity was 31.11, the open interest changed by -9 which decreased total open position to 470
On 17 Aug INOXWIND was trading at 137.03. The strike last trading price was 2.5, which was -11.6 lower than the previous day. The implied volatity was 37.76, the open interest changed by 1 which increased total open position to 0
| INOXWIND 30SEP2025 155 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 0.10
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 151.34 | 4.35 | -2.25 | 27.41 | 292 | 20 | 95 |
| 14 Sept | 148.92 | 7.8 | -0.35 | 33.99 | 10 | -1 | 32 |
| 17 Aug | 137.03 | 16.8 | 0 | - | 0 | 0 | 0 |
For Inox Wind Limited - strike price 155 expiring on 30SEP2025
Delta for 155 PE is -0.63
Historical price for 155 PE is as follows
On 21 Sept INOXWIND was trading at 151.34. The strike last trading price was 4.35, which was -2.25 lower than the previous day. The implied volatity was 27.41, the open interest changed by 20 which increased total open position to 95
On 14 Sept INOXWIND was trading at 148.92. The strike last trading price was 7.8, which was -0.35 lower than the previous day. The implied volatity was 33.99, the open interest changed by -1 which decreased total open position to 32
On 17 Aug INOXWIND was trading at 137.03. The strike last trading price was 16.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
